Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-04 0.214307 0.230259 0.247304 0.266954 0.289088 0.313370 0.342192
2026-01-11 0.191919 0.212581 0.235736 0.263855 0.297426 0.336673 0.386717
2026-01-18 0.178932 0.202925 0.230836 0.266194 0.310522 0.365305 0.439886
2026-01-25 0.163906 0.189032 0.219061 0.258306 0.309368 0.375280 0.469928
2026-02-01 0.151448 0.177007 0.208221 0.250064 0.306218 0.381451 0.494696
2026-02-08 0.143628 0.169999 0.202873 0.248044 0.310547 0.397504 0.535003
2026-02-15 0.139882 0.167743 0.203230 0.253285 0.324882 0.428748 0.602541
2026-02-22 0.134422 0.162849 0.199675 0.252717 0.330661 0.447750 0.653458
2026-03-01 0.129167 0.157872 0.195611 0.250981 0.334339 0.463629 0.701465
2026-03-08 0.123717 0.152320 0.190390 0.247118 0.334303 0.473333 0.739807
2026-03-15 0.118706 0.147104 0.185316 0.243060 0.333491 0.481462 0.776369
2026-03-22 0.116380 0.145420 0.185047 0.246021 0.343898 0.509650 0.858206
2026-03-29 0.114750 0.144692 0.186188 0.251344 0.358906 0.548489 0.973829
2026-04-05 0.111136 0.141009 0.182851 0.249480 0.361672 0.565187 1.044378
2026-04-12 0.109044 0.139379 0.182410 0.252101 0.372314 0.598332 1.164652
2026-04-19 0.104488 0.134031 0.176197 0.245055 0.365254 0.595347 1.190712
2026-04-26 0.100091 0.128767 0.169905 0.237545 0.356797 0.588565 1.205052
2026-05-03 0.097437 0.125945 0.167175 0.235725 0.358558 0.603343 1.285574
2026-05-10 0.096633 0.125782 0.168454 0.240597 0.373104 0.647648 1.472649
2026-05-17 0.094566 0.123669 0.166627 0.240083 0.377321 0.669555 1.597481
2026-05-24 0.092358 0.121272 0.164254 0.238483 0.379259 0.686447 1.712780
2026-05-31 0.089813 0.118291 0.160854 0.234911 0.376985 0.692948 1.792381
2026-06-07 0.087353 0.115368 0.157443 0.231154 0.374058 0.697500 1.867170